Supporting strategy selection in multiobjective decision problems under uncertainty and hidden requirements

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Journal Title
Journal ISSN
Volume Title
A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
Date
2023-05-16
Major/Subject
Mcode
Degree programme
Language
en
Pages
15
279-293
Series
European Journal of Operational Research, Volume 307, issue 1
Abstract
Decision-makers are often faced with multi-faceted problems that require making trade-offs between multiple, conflicting objectives under various uncertainties. The task is even more difficult when considering dynamic, non-linear processes and when the decisions themselves are complex, for instance in the case of selecting trajectories for multiple decision variables. These types of problems are often solved using multiobjective optimization (MOO). A typical problem in MOO is that the number of Pareto optimal solutions can be very large, whereby the selection process of a single preferred solution is cumbersome. Moreover, preference between model-based solutions may not be determined only by their objective function values, but also in terms of how robust and implementable these solutions are. In this paper, we develop a methodological framework to support the identification of a small but diverse set of robust Pareto optimal solutions. In particular, we eliminate non-robust solutions from the Pareto front and cluster the remaining solutions based on their similarity in the decision variable space. This enables a manageable visual inspection of the remaining solutions to compare them in terms of practical implementability. We illustrate the framework and its benefits by means of an epidemic control problem that minimizes deaths and economic impacts, and a screening program for colorectal cancer that minimizes cancer prevalence and costs. These examples highlight the general applicability of the framework for disparate types of decision problems and process models.
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Keywords
Decision support systems, Multiobjective optimization, Robustness, Pruning, Implementability
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Citation
Neuvonen, L, Wildemeersch, M & Vilkkumaa, E 2023, ' Supporting strategy selection in multiobjective decision problems under uncertainty and hidden requirements ', European Journal of Operational Research, vol. 307, no. 1, pp. 279-293 . https://doi.org/10.1016/j.ejor.2022.09.036